+286.1%
KLAC vs LSCC
+33.9%
+252.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | 0.0% |
| 7D | +10.0% | +7.0% | +3.0% | +5.6% |
| 30D | -14.8% | -2.3% | -12.5% | -14.1% |
| 3M | -27.2% | -12.5% | -14.6% | -22.1% |
| 6M | -17.5% | -10.6% | -6.9% | -11.4% |
| YTD | +25.8% | +52.7% | -26.9% | -0.7% |
| 1Y | +31.8% | +74.0% | -42.1% | -3.4% |
| 3Y | +195.3% | +104.8% | +90.5% | +77.3% |
| All | +286.1% | +33.9% | +252.2% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling